Cyles. How can I add a sky to my scene?
Although I am not exactly sure, I see a square tile pattern behind the ground mesh object. I have never used this feature myself but it seems you have the transparent background feature on. To turn it off go into the properties panel and go to the output section where you choose what format you want to export in, you might have it set as a png, and as far as i know if you have it set as a png and (you'll have to double check if you try and fail as i might be missing a detail) underneath in the FILM section a transpartent option is activated you will make your background transparent or "truly invisible" to the camera. Hope that helps.